7.85Open7.15Pre Close1 Volume25 Open Interest18.00Strike Price785.00Turnover476.16%IV1.37%PremiumOct 11, 2024Expiry Date7.50Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9663Delta0.0146Gamma3.37Leverage Ratio-0.2813Theta0.0003Rho3.25Eff Leverage0.0008Vega